+116.6%
VWO vs VCIT
+29.2%
+87.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +0.9% | -0.5% | +1.4% | +1.3% |
| 3M | +4.3% | -0.9% | +5.2% | +5.1% |
| 6M | +10.5% | -1.9% | +12.5% | +12.4% |
| YTD | +13.4% | -1.0% | +14.3% | +14.4% |
| 1Y | +18.6% | +0.2% | +18.3% | +18.6% |
| 3Y | +65.8% | +19.0% | +46.8% | +46.1% |
| 5Y | +35.2% | +3.1% | +32.2% | +32.2% |
| 10Y | +116.6% | +29.8% | +86.9% | +92.4% |
| All | +116.6% | +29.2% | +87.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCIT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling